Rcppautodiff: An Interface to the C++ Automatic Differentiation Library
'autodiff'
Provides an interface from R to the 'autodiff' library
<https://autodiff.github.io/>, a modern header-only
C++ library for automatic differentiation. Unlike numerical
differentiation, automatic differentiation computes derivatives of
functions to machine precision without truncation error, using either
forward or reverse mode. The 'autodiff' header files are shipped with
this package so that other R packages can use them by including
'Rcppautodiff' in the 'LinkingTo' field of their 'DESCRIPTION' file.
Example programs demonstrate computing derivatives of single-variable
and multi-variable functions, gradient vectors, Jacobian matrices and
derivatives with respect to parameters, using 'Rcpp' and 'RcppEigen'.
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